Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.87% | 41.08 % | 41.83 % | 500'000 | 500'000 | 494'970 | 494'970 | 201'614 CHF | 205'329 CHF | 100.00% | 100.00% |
12.07.2024 | 1.84% | 41.38 % | 42.13 % | 500'000 | 500'000 | 494'970 | 494'970 | 204'289 CHF | 207'999 CHF | 100.00% | 100.00% |
11.07.2024 | 1.87% | 41.38 % | 42.13 % | 500'000 | 500'000 | 494'970 | 494'970 | 201'467 CHF | 205'174 CHF | 100.00% | 100.00% |
10.07.2024 | 1.87% | 40.68 % | 41.43 % | 500'000 | 500'000 | 494'970 | 494'970 | 201'808 CHF | 205'525 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 41.48 % | 42.23 % | 500'000 | 500'000 | 494'753 | 494'753 | 215'011 CHF | 218'836 CHF | 95.88% | 95.88% |
08.07.2024 | 1.82% | 45.48 % | 46.33 % | 500'000 | 500'000 | 494'939 | 494'939 | 227'563 CHF | 231'644 CHF | 99.39% | 99.39% |
05.07.2024 | 1.76% | 43.98 % | 44.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 221'458 CHF | 225'387 CHF | 86.63% | 86.63% |
04.07.2024 | 0.71% | 36.28 % | 36.53 % | 500'000 | 500'000 | 494'942 | 494'942 | 179'428 CHF | 180'668 CHF | 99.45% | 99.45% |
03.07.2024 | 0.72% | 36.88 % | 37.13 % | 500'000 | 500'000 | 494'969 | 494'969 | 178'202 CHF | 179'441 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 34.98 % | 35.23 % | 500'000 | 500'000 | 494'968 | 494'968 | 169'481 CHF | 170'719 CHF | 100.00% | 100.00% |